Anic Equity¶

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Total return since start: 0.606 %¶

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Equity now: -----------------------------> 49069.2 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45007.66 Kr¶

PnL: ---------------------------------------> -48.34 Kr¶

DD now: ---------------------------------> -7.626 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 16:54:20.930215'

Anic Portfolio¶

Today¶

Return: -1.306 %¶

This Week¶

Return: -0.475 %¶

Total portfolio value¶

Return including deposits: 60.64 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.060000 1666.620000 197.620000 13.450000 1468.999998
Orrön Energy 180 -2.410000 2149.200000 106.200000 5.200000 2043.000000
Atrium Ljungberg B 5 -0.050000 994.500000 59.500000 6.360000 935.000000
Sagax B 4 0.490000 901.600000 47.600000 5.570000 854.000000
Hoist Finance 35 0.860000 1025.500000 45.500000 4.640000 980.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hexatronic Group 12 0.100000 1002.720000 35.720000 3.690000 966.999996
Catena 2 -1.480000 826.400000 34.400000 4.340000 792.000000
JM 6 -1.200000 891.600000 27.600000 3.190000 864.000000
Platzer Fastigheter Holding B 12 -3.650000 982.800000 21.800000 2.270000 960.999996
OX2 13 1.230000 966.550000 16.550000 1.740000 949.999999
Biotage 7 -0.580000 952.000000 11.000000 1.170000 940.999997
Bilia A 8 -0.790000 908.800000 8.800000 0.980000 900.000000
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
HEXPOL B 9 -0.530000 1022.400000 1.400000 0.140000 1020.999996
BioGaia B 8 -2.020000 931.200000 1.200000 0.130000 930.000000
AcadeMedia 8 -1.180000 401.600000 -0.400000 -0.100000 402.000000
VEF 909 -3.330000 1845.270000 -4.730000 -0.260000 1850.000436
Clas Ohlson B 12 -2.200000 962.400000 -10.600000 -1.090000 972.999996
Byggmax Group 33 -2.980000 944.460000 -11.540000 -1.210000 956.000001
ASSA ABLOY B 3 -1.770000 765.900000 -13.100000 -1.680000 779.000001
Addnode Group B 11 0.610000 907.500000 -13.500000 -1.470000 921.000003
EQT 4 -2.390000 816.400000 -15.600000 -1.880000 832.000000
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Alimak Group 11 -1.680000 903.100000 -24.900000 -2.680000 927.999996
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
INVISIO 16 1.110000 3656.000000 -33.000000 -0.890000 3689.000000
SKF B 5 -1.520000 904.250000 -35.750000 -3.800000 940.000000
Sedana Medical 93 -6.780000 2481.240000 -39.760000 -1.580000 2521.000011
Latour B 4 -0.290000 813.600000 -43.400000 -5.060000 857.000000
Indutrade 5 -1.550000 1171.500000 -46.500000 -3.820000 1218.000000
Vitec Software Group B 2 -2.460000 1033.000000 -54.000000 -4.970000 1087.000000
Bufab 3 -1.090000 1039.200000 -69.800000 -6.290000 1109.000001
BHG Group 97 -2.040000 1353.150000 -105.850000 -7.250000 1458.999989
Hexagon B 26 -3.030000 3329.300000 -131.700000 -3.810000 3461.000010
TOTAL 45014.060000 -41.940000 -7.61431% 45056.000411

Updated:¶

'2023-07-05 16:54:04.808406'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶